Radcliffe Capital Management, L.P. — Q4 2015 13F Holdings

Name: Radcliffe Capital Management, L.P. — 13F Holdings, Q4 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001218275

Total reported value

$1.3B

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	ARCC 5.75 02-01-16	Ares Capital CORP	Stock-Financials	14.06%	—	+56.40%
2	PSEC 5.5 08-15-16	Prospect Capital CORP	Stock-Other	12.49%	—	+14.89%
3	MFIC 5.75 01-15-16	Apollo Investment CORP	Stock-Other	10.30%	—	+54.67%
4	ARCC 5.125 06-01-16	Ares Capital CORP	Stock-Financials	7.37%	—	+384.70%
5	OCSL 5.375 04-01-16	Fifth Street Finance Cor	Stock-Other	7.31%	—	+47.19%
6	CEMEX 3.25 03-15-16	Cemex Sab De Cv	Stock-Other	5.96%	—	—
7	NMFC 5 06-15-19	New Mountain Finance Cor	Stock-Other	5.52%	—	+13.22%
8	PSEC 5.875 01-15-19	Prospect Capital CORP	Stock-Other	5.18%	—	+30.95%
9	TCPC 5.25 12-15-19	Blackrock Tcp Cap CORP	Stock-Other	4.94%	—	+18.91%
10	PSEC 5.75 03-15-18	Prospect Capital CORP	Stock-Other	4.26%	—	+25.42%
11	ARCC 4.375 01-15-19	Ares Capital CORP	Stock-Financials	3.94%	—	+0.79%
12	PSEC 5.375 10-15-17	Prospect Capital CORP	Stock-Other	3.76%	—	+30.33%
13	BKCC 5.5 02-15-18	Blackrock Capital Invest	Stock-Other	3.74%	—	—
14	ARCC 4.75 01-15-18	Ares Capital CORP	Stock-Financials	3.14%	—	+56.86%
15	TSLX 4.5 12-15-19	Tpg Specialty Lending In	Stock-Other	2.91%	—	—
16	PSEC 4.75 04-15-20	Prospect Capital CORP	Stock-Other	1.81%	—	—
17	ARCC 4.875 03-15-17	Ares Capital CORP	Stock-Financials	1.71%	—	—
18	ICON 2.5 06-01-16	Iconix Brand Group INC	Stock-Other	1.17%	—	—
19	✓		Stock-Other	0.08%	—	—
20	SVVC	Firsthand Technology Value	Stock-Other	0.07%	—	—
21	BKCCUSD	Blackrock Capital Investment	Stock-Other	0.05%	—	—
22	SLRC	Slr Investment CORP	Stock-Other	0.04%	—	—
23	GBDC	Golub Capital Bdc INC	Stock-Financials	0.04%	—	—
24	PSEC	Prospect Capital CORP	Stock-Other	0.03%	—	—
25	HTGC	Hercules Capital INC	Stock-Financials	0.03%	—	—
26	FITB	Fifth Third Bancorp	Stock-Financials	0.03%	—	—
27	ICLR	ICON Public Limited Company	Stock-Healthcare	0.03%	—	—
28	HRZN	Horizon Technology Finance C	Stock-Other	0.02%	—	—
29	ABDCUSD	Alcentra Capital CORP	Stock-Other	0.02%	—	—

Holding changes this quarter

Position changes disclosed by Radcliffe Capital Management, L.P. for the quarter ending Q4 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	ARCC 5.125 06-01-16	Ares Capital CORP	+5.1%	+384.70%	Add
2	ARCC 5.75 02-01-16	Ares Capital CORP	+0.8%	+56.40%	Add
3	MFIC 5.75 01-15-16	Apollo Investment CORP	+0.5%	+54.67%	Add
4	ARCC 4.75 01-15-18	Ares Capital CORP	+0.1%	+56.86%	Add
5	HTGC	Hercules Capital INC	—	—	Unchanged
6	BKCCUSD	Blackrock Capital Investment	0%	—	Unchanged
7	GBDC	Golub Capital Bdc INC	0%	—	Unchanged
8	PSEC	Prospect Capital CORP	0%	—	Unchanged
9	FITB	Fifth Third Bancorp	0%	—	Unchanged
10	HRZN	Horizon Technology Finance C	0%	—	Unchanged
11	ABDCUSD	Alcentra Capital CORP	0%	—	Unchanged
12	SLRC	Slr Investment CORP	0%	—	Unchanged
13	✓		0%	—	Unchanged
14	SVVC	Firsthand Technology Value	0%	—	Unchanged
15	OCSL 5.375 04-01-16	Fifth Street Finance Cor	0%	+47.19%	Add
16	ICLR	ICON Public Limited Company	-0.1%	—	Unchanged
17	PSEC 5.375 10-15-17	Prospect Capital CORP	-0.5%	+30.33%	Add
18	ICON 2.5 06-01-16	Iconix Brand Group INC	-0.7%	—	Unchanged
19	PSEC 5.875 01-15-19	Prospect Capital CORP	-0.7%	+30.95%	Add
20	PSEC 5.75 03-15-18	Prospect Capital CORP	-0.7%	+25.42%	Add
21	ARCC 4.875 03-15-17	Ares Capital CORP	-0.8%	—	Unchanged
22	PSEC 4.75 04-15-20	Prospect Capital CORP	-0.9%	—	Unchanged
23	TCPC 5.25 12-15-19	Blackrock Tcp Cap CORP	-1.2%	+18.91%	Add
24	TSLX 4.5 12-15-19	Tpg Specialty Lending In	-1.3%	—	Unchanged
25	NMFC 5 06-15-19	New Mountain Finance Cor	-1.7%	+13.22%	Add
26	ARCC 4.375 01-15-19	Ares Capital CORP	-2%	+0.79%	Add
27	PSEC 5.5 08-15-16	Prospect Capital CORP	-3.6%	+14.89%	Add
28	CEMEX 3.25 03-15-16	Cemex Sab De Cv	—	NEW	New buy
29	BKCC 5.5 02-15-18	Blackrock Capital Invest	—	NEW	New buy
30	PSEC 6.25 12-15-15	Prospect Capital CORP	—	EXIT	Sold out
31	NUAN 2.75 11-01-31	Nuance Communications	—	EXIT	Sold out